+184.5%
NOK vs UTHR
+125.3%
+59.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.7% | +0.9% |
| 7D | +9.3% | +3.0% | +6.3% | +9.2% |
| 30D | +17.9% | -4.3% | +22.2% | +18.1% |
| 3M | -22.3% | -8.4% | -13.9% | -22.0% |
| 6M | +36.4% | -4.2% | +40.6% | +36.6% |
| YTD | +66.3% | +4.0% | +62.3% | +65.8% |
| 1Y | +134.4% | +25.5% | +108.9% | +131.9% |
| All | +184.5% | +125.3% | +59.2% | +160.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded UTHR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling